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Stock-Based Incentive Compensation Plans - Valuation Assumptions for Stock Options (Details) - Performance Shares
9 Months Ended
Sep. 30, 2023
Sep. 30, 2022
Black-Scholes option-pricing model assumptions    
Expected volatility of common stock, minimum (percent) 58.00% 48.90%
Expected volatility of common stock, maximum (percent) 73.00% 58.70%
Expected volatility of peer companies, minimum (percent) 33.00% 24.20%
Expected volatility of peer companies, maximum (percent) 141.00% 152.50%
Correlation coefficient of peer companies, minimum (15.00%) (13.00%)
Correlation coefficient of peer companies, maximum 100.00% 100.00%
Risk-free interest rate, minimum (percent) 3.90% 0.40%
Risk-free interest rate, maximum (percent) 5.00% 1.20%
Minimum    
Black-Scholes option-pricing model assumptions    
Dividend yield (percent) 0.00% 0.00%
Maximum    
Black-Scholes option-pricing model assumptions    
Dividend yield (percent) 1.30% 1.00%